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Trade: MASK/USDT/240/PWMA/SSF/4824

Strategy
MASK/USDT/240/PWMA/SSF/4824
Pair
MASK_USDT
Interval
4h
Score
394186
Daily Profit
0.308000
Profit Factor
1.297004
Profitability
46.357616
Streak
0.000000
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-27 04:52
Expiration Time
2025-11-11 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 487717.269 387671.1948 100046.0741 29262.666 185934.5976 -156671.9317
Total P&L (%) 487.7173 387.6712 100.0461 29.2627 185.9346 -156.6719
Avg Daily Profit (%) 0.308 0.2448 0.0632 0.0162 0.0664 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156058 -137750 -141117 -796065 -582180 -633873
Profit Factor 1.297 1.5082 1.1138 1.0068 1.0935 0.9316
Total Trades 453 227 226 453 227 226
Winning Trades 210 103 107 210 103 107
Losing Trades 243 124 119 243 124 119
Profitability (%) 46.3576 45.3744 47.3451 46.3576 45.3744 47.3451
Ratio Avg Win / Avg Loss 1.5008 1.8157 1.2387 1.1651 1.3164 1.0361
Largest Winning Trade 198535 198535 49119 269121 269121 177939
Largest Losing Trade -71285 -26908 -71285 -288475 -129213 -288475
Avg Bars in Trades 20 21 20 20 21 20
Avg Bars in Winners 23 23 24 23 23 24
Avg Bars in Losers 18 19 16 18 19 16
Bars Traded 9430 4814 4616 9430 4814 4616
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394186 344974 -204055 -386144 -222911 -579238
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1622649600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937973580,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 114,
            "offset": 0,
            "poles": 2
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            487717.2689604766,
            387671.1948119482,
            100046.0741485284,
            29262.6659978208,
            185934.597649573,
            -156671.9316517522
        ],
        [
            487.717269,
            387.671195,
            100.046074,
            29.262666,
            185.934598,
            -156.671932
        ],
        [
            0.308,
            0.244819,
            0.06318,
            0.016211,
            0.066368,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156058,
            -137750,
            -141117,
            -796065,
            -582180,
            -633873
        ],
        [
            1.297004,
            1.508168,
            1.113787,
            1.006838,
            1.093473,
            0.931594
        ],
        [
            453,
            227,
            226,
            453,
            227,
            226
        ],
        [
            210,
            103,
            107,
            210,
            103,
            107
        ],
        [
            243,
            124,
            119,
            243,
            124,
            119
        ],
        [
            46.357616,
            45.374449,
            47.345133,
            46.357616,
            45.374449,
            47.345133
        ],
        [
            1.500819,
            1.815658,
            1.238697,
            1.165055,
            1.316414,
            1.036072
        ],
        [
            198535,
            198535,
            49119,
            269121,
            269121,
            177939
        ],
        [
            -71285,
            -26908,
            -71285,
            -288475,
            -129213,
            -288475
        ],
        [
            20,
            21,
            20,
            20,
            21,
            20
        ],
        [
            23,
            23,
            24,
            23,
            23,
            24
        ],
        [
            18,
            19,
            16,
            18,
            19,
            16
        ],
        [
            9430,
            4814,
            4616,
            9430,
            4814,
            4616
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394186,
            344974,
            -204055,
            -386144,
            -222911,
            -579238
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1622649600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937973580,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 114,
            "offset": 0,
            "poles": 2
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)